+500.0%
APP vs FAST
+141.3%
+358.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.8% |
| 7D | +71.2% | +2.1% | +69.1% | +69.0% |
| 30D | +39.1% | +6.9% | +32.2% | +32.9% |
| 3M | +16.5% | +4.8% | +11.7% | +12.3% |
| 6M | -16.6% | +19.8% | -36.3% | -27.6% |
| YTD | -41.9% | +34.9% | -76.8% | -55.6% |
| 1Y | -37.0% | +32.8% | -69.8% | -51.2% |
| 3Y | +892.4% | +93.7% | +798.7% | +386.2% |
| 5Y | +297.3% | +105.3% | +192.0% | +76.7% |
| All | +500.0% | +141.3% | +358.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling